[Numpy-discussion] online (1-shot) calculation of variance (complex)

Robert Kern robert.kern@gmail....
Thu May 8 17:49:07 CDT 2008

On Thu, May 8, 2008 at 5:45 PM, Neal Becker <ndbecker2@gmail.com> wrote:
> I saw some links on 1-pass recursive calculation of mean/variance.  When I
> tried the algorithms, it did not seem to give correct results for complex
> values.  Anyone know how to correctly implement this?

Well, exactly what did you try?

Robert Kern

"I have come to believe that the whole world is an enigma, a harmless
enigma that is made terrible by our own mad attempt to interpret it as
though it had an underlying truth."
 -- Umberto Eco

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